+603.7%
CVS vs FXI
+221.5%
+382.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +4.0% | +1.0% | +2.9% | +3.7% |
| 30D | -2.4% | -0.6% | -1.8% | -2.3% |
| 3M | +2.7% | +1.9% | +0.7% | +2.0% |
| 6M | +21.9% | -0.2% | +22.0% | +21.6% |
| YTD | +24.7% | -5.6% | +30.3% | +26.1% |
| 1Y | +35.4% | -4.7% | +40.1% | +36.3% |
| 3Y | +65.2% | +38.0% | +27.2% | +47.0% |
| 5Y | +30.5% | -2.7% | +33.2% | +23.4% |
| 10Y | +40.4% | +19.9% | +20.5% | +21.2% |
| All | +603.7% | +221.5% | +382.2% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling